The Dog is playing the game

The dog might not be real. Just a reoccurring theme.

You obviously didn't watch the movie very closely. It's clear from the the death of the Chinese waiter's ex-girlfriend in 1993 and the fact that Allegra was a demoness (albeit a hot demoness) that the dog was merely a character played by an unseen Cheshire cat named Macavity. Yes, the cat never appears on-screen, but if you have to have everything spelled out for you, you should stick to watching Smurf porn or something.